+257.6%
ALAB vs CMI
+68.8%
+188.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -1.8% |
| 7D | +16.3% | +0.5% | +15.8% | +16.1% |
| 30D | -26.1% | -14.0% | -12.1% | -10.1% |
| 3M | -31.3% | -28.1% | -3.1% | +3.0% |
| 6M | -1.0% | -35.8% | +34.8% | +70.1% |
| YTD | +33.3% | -10.5% | +43.8% | +52.5% |
| 1Y | +53.5% | -1.9% | +55.4% | +56.8% |
| All | +257.6% | +68.8% | +188.8% | +136.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling